-58.0%
NCLH vs PNR
+66.2%
-124.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.0% |
| 7D | -4.8% | -6.0% | +1.2% | +1.0% |
| 30D | -21.7% | -14.0% | -7.7% | -9.5% |
| 3M | -22.2% | -21.7% | -0.6% | -4.3% |
| 6M | -27.5% | -37.3% | +9.7% | +10.7% |
| YTD | -33.6% | -45.1% | +11.5% | +14.4% |
| 1Y | -45.0% | -49.1% | +4.1% | +2.3% |
| 3Y | -11.0% | -14.8% | +3.8% | -2.3% |
| 5Y | -39.7% | -21.0% | -18.7% | -29.7% |
| All | -58.0% | +66.2% | -124.1% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling